+250.4%
CMI vs DOCU
+110.9%
+139.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.5% | +1.6% | 0.0% | +1.4% |
| 30D | -14.0% | +10.8% | -24.8% | -14.7% |
| 3M | -28.3% | +38.0% | -66.3% | -30.3% |
| 6M | -34.9% | +77.4% | -112.3% | -38.4% |
| YTD | -9.9% | +17.2% | -27.0% | -11.7% |
| 1Y | -3.6% | +15.6% | -19.2% | -5.5% |
| 3Y | +120.9% | +95.6% | +25.4% | +103.4% |
| 5Y | +116.1% | -69.7% | +185.8% | +117.2% |
| All | +250.4% | +110.9% | +139.5% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling